That is because (I presume) you are running wireshark as root
From the link you were given in the message:
You need to run Wireshark or TShark on an account with sufficient privileges to capture, or need to give the account on which you're running Wireshark or TShark sufficient privileges to capture. The way this is done differs from operating system to operating system.
To be secure (at least in a way), it is recommended that even an administrator should always run in an account with (limited) user privileges, and only start processes that really need the administrator privileges. The Security page provides explanations why this is a good idea.
Setting network privileges for dumpcap
Ensure your linux kernel and filesystem supports File Capabilities and also you have installed necessary tools.
"setcap 'CAP_NET_RAW+eip CAP_NET_ADMIN+eip' /usr/bin/dumpcap"
Start Wireshark as non-root and ensure you see the list of interfaces and can do live capture.
sudo setcap 'CAP_NET_RAW+eip CAP_NET_ADMIN+eip' /usr/bin/dumpcap
Then run wireshark as a non-root user.